+154.0%
CNH vs MOH
+264.4%
-110.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | -5.7% | +1.7% | -7.4% | -6.0% |
| 30D | +26.6% | -0.9% | +27.4% | +26.7% |
| 3M | +31.1% | +5.7% | +25.4% | +29.4% |
| 6M | +24.9% | +39.1% | -14.2% | +16.9% |
| YTD | +48.7% | +17.7% | +31.0% | +41.6% |
| 1Y | +22.2% | +8.4% | +13.8% | +17.3% |
| 3Y | +7.4% | -36.6% | +44.0% | +9.8% |
| 5Y | +10.8% | -19.1% | +29.9% | +5.6% |
| All | +154.0% | +264.4% | -110.4% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling